Wavelet Galerkin Schemes for Multidimensional Anisotropic Integrodifferential Operators

DOI10.1137/090760143zbMath1217.65241OpenAlexW2001712830MaRDI QIDQ3168805

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Publication date: 19 April 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090760143

zbMATH Keywords

Galerkin methodnumerical integrationwaveletintegrodifferential operatorsmultivariate Lévy models

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Numerical methods for wavelets (65T60)

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